If it is not round then your not cutting a helix.
Can you post an image of what you want to cut?
I am having trouble with creating a helical milling cycle to machine a non round shape in NX9. No problems with a cylindrical bore or boss.
I don't know if you mean an actual machine "cycle" - I have not seen one.
Round holes and bosses have hole_milling and boss_milling operations in the hole_making type.
To do a general helical pattern on a closed shape, I would look at surface contouring with either streamline or surface area drive method. If the drive geometry forms a closed loop, then the "Helical or Spiral" cut pattern is available.
Good to see you got it going.
Another option is Zlevel with ramp between levels, and a small ramp angle. You can get a continuous path, and also G3 moves in the corners.